Tusheng Zhang, Xun Yu Zhou

This volume is a collection of solicited and refereed articles
from distinguished researchers across the field of stochastic
analysis and its application to finance. The articles represent new
directions and newest developments in this exciting and fast
growing area. The covered topics range from Markov processes,
backward stochastic differential equations, stochastic partial
differential equations, stochastic control, potential theory,
functional inequalities, optimal stopping, portfolio selection, to
risk measure and risk theory.

It will be a very useful book for young researchers who want to
learn about the research directions in the area, as well as
experienced researchers who want to know about the latest
developments in the area of stochastic analysis and mathematical
finance.